0.03Open0.03Pre Close7 Volume99 Open Interest112.00Strike Price21.00Turnover62.13%IV11.28%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0125Delta0.0047Gamma4206.67Leverage Ratio-0.0257Theta-0.0001Rho-52.39Eff Leverage0.0035Vega